-53.1%
FISV vs OKTA
-34.5%
-18.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +5.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | 0.0% | +13.0% | -13.0% | -2.2% |
| 3M | -2.8% | +41.7% | -44.5% | -8.3% |
| 6M | -11.8% | +105.9% | -117.8% | -21.9% |
| YTD | -23.2% | +92.6% | -115.8% | -31.5% |
| 1Y | -62.0% | +81.1% | -143.0% | -65.8% |
| 3Y | -57.6% | +84.8% | -142.4% | -62.9% |
| All | -53.1% | -34.5% | -18.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling